/// <summary>
/// Load financial data.
/// </summary>
/// <param name="ticker">The ticker symbol.</param>
/// <param name="output">The output file.</param>
/// <param name="outputFormat">The output format.</param>
/// <param name="from">Starting date.</param>
/// <param name="to">Ending date.</param>
public void LoadAllData(String ticker, String output, CSVFormat outputFormat, DateTime from,
DateTime to)
{
try
{
Uri urlData = BuildURL(ticker, from, to);
WebRequest httpData = WebRequest.Create(urlData);
var responseData = (HttpWebResponse)httpData.GetResponse();
if (responseData != null)
{
Stream istreamData = responseData.GetResponseStream();
var csvData = new ReadCSV(istreamData, true, CSVFormat.English);
TextWriter tw = new StreamWriter(output);
tw.WriteLine("date,time,open price,high price,low price,close price,volume,adjusted price");
while (csvData.Next())
{
DateTime date = csvData.GetDate("date");
double adjustedClose = csvData.GetDouble("adj close");
double open = csvData.GetDouble("open");
double close = csvData.GetDouble("close");
double high = csvData.GetDouble("high");
double low = csvData.GetDouble("low");
var volume = (long)csvData.GetDouble("volume");
var line = new StringBuilder();
line.Append(NumericDateUtil.DateTime2Long(date));
line.Append(outputFormat.Separator);
line.Append(NumericDateUtil.Time2Int(date));
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(open, Precision));
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(high, Precision));
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(low, Precision));
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(close, Precision));
line.Append(outputFormat.Separator);
line.Append(volume);
line.Append(outputFormat.Separator);
line.Append(outputFormat.Format(adjustedClose, Precision));
tw.WriteLine(line.ToString());
}
tw.Close();
}
}
catch (WebException ex)
{
throw new QuantError(ex);
}
}
/// <summary>
/// Begin a bar, for the specified date/time.
/// </summary>
/// <param name="dt">The date/time where the bar begins.</param>
public void BeginBar(DateTime dt)
{
if (tw == null)
{
throw new EncogError("Must open file first.");
}
if (line != null)
{
throw new EncogError("Must call end bar");
}
line = new StringBuilder();
line.Append(NumericDateUtil.DateTime2Long(dt));
line.Append(format.Separator);
line.Append(NumericDateUtil.Time2Int(dt));
}
